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Gehe zu: 2025 | 2024 | 2022 | 2020 | 2018 | 2017
Anzahl der Einträge in dieser Kategorie: 6.

2025

Kircher, Felix (2025) Optimal portfolio selection with parameter estimation risks: Statistical modeling and empirical applications. Dissertation, Universität Regensburg.

2024

Nagl, Matthias (2024) Uncertainty-aware machine learning with applications to credit risk. Dissertation, Universität Regensburg.

2022

Nagl, Maximilian (2022) Statistical and machine learning for credit and market risk management. Dissertation, Universität Regensburg.

2020

Kratochwil, Michael (2020) Measuring Counterparty Risk - Development of innovative Methods in Light of Regulatory Reforms. Dissertation, Universität Regensburg.

2018

Betz, Jennifer (2018) Resolution of defaulted loan contracts - An empirical analysis of default resolution time and loss given default. Dissertation, Universität Regensburg.

2017

Krüger, Steffen (2017) Advanced Dependency Modeling in Credit Risk - Lessons for Loss Given Default, Lifetime Expected Loss and Bank Capital Requirements. Dissertation, Universität Regensburg.

Diese Liste wurde erzeugt am Thu Apr 16 06:54:47 2026 CEST.
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